When it's getting close up and personal, it's usually a good idea to carry some more armor with you. This is especially true when you're a) carrying nothing but explosives with you or b)are the guy that anyone shoots at first. For this reason, GDI's engineers and demolition experts (a.k.a. grenadiers) are equipped with the heaviest conventional armor available, shielding them from most small-arms fire and giving them good resistance against explosives.